Place apples in a saucepot with water and spices and bring up to a simmer over medium heat. Once simmering, add prunes and honey. Simmer gently for about 10 minutes, stirring occasionally. Add peaches and plums and continue to simmer until fruits are tender, about 5 minutes. Serve fruits warm or at room temperature.
For polenta, bring milk and scraped seeds from vanilla bean up to a simmer over medium heat. Whisk in cornmeal and quickly switch to a wooden spoon. Turn down heat to medium-low and stir constantly until polenta is tender and thickened. Stir in honey to taste.
To serve, ladle polenta into bowls, top with honeyed fruits and garnish with a dollop of yogurt.